Network protocols about parity HOT 7 CLOSED

Sounds good. We can also do a parity-fix-connector that communicates with the matching engine via OUCH. This makes it easier to scale the number of FIX sessions independently from number of order books.

from parity.

Yes, a FIX dialect and a FIX gateway is somewhere down the road too. I wonder if QuickFIX would fit the bill for that. Do you have any experience with FIX engines?

from parity.

Yes, in fact, I do. But you can of course try out QuickFIX if you want.

BTW, given this is an "exchange toolkit" does it mean Parity needs to support multiple FIX dialects?

from parity.

My experience has taught me that quick fixes tend to lead to a bowl of spaghetti after a while. 🍝

It should be possible to build an exchange that uses protocols other than the native order entry and market data protocols. The former includes also other FIX dialects than the native FIX dialect. I haven't thought yet much about the details, though.

from parity.

#3 contains a protocol specification for the order entry protocol.

from parity.

#4 contains a protocol specification for the market data protocol.

from parity.

Both order entry and market data have now protocol specifications.

from parity.